Quantitative Analyst - VaR, Market Risk, Business Analyst, Contract, L

London  ‐ Onsite
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Description

Are you a Quantitative Analyst looking for their next challenging contract? A CCP Clearing House in London are looking for a talented Quant to join their team on a contract basis.

This role is based in London and paying up to £750 daily rate, dependent on experience.

You will be joining a fast paced and technical team where you will be joining a business critical project in charge of creating a new tool to help them measure risk more effectively.

This role will also make use of strong Business Analyst skills where you will be required to document existing methodology, model validation output and gather business requirements for VaR enhancements.

This project covers all asset classes including equities, Fixed Income, interest rates, FX and commodities. As a result you will be granted exposure to new products and asset classes to broaden your technical knowledge

This role will work extensively with market risk, particularly with Value at Risk (VaR) models. You will be required to design and validate VaR models for our client so a technical knowledge of VaR is essential.

Our client is looking for someone with the following skills:

  • Quantitative experience either as a Quantitative Analyst or Quantitative Business Analyst
  • Strong knowledge of Market Risk including VaR models
  • Strong project skills ideally in a business analyst function
  • Good cross asset class knowledge
  • Experience in designing and validating VaR models

This is a fantastic opportunity for a Quantitative Analyst to work on a Business Critical project within a well-respected CCP. If you feel you have the necessary skills please apply within.

Kite Consulting Group - Recruiting A-Players.
We believe in maximising recruitment ROI by ensuring that our clients hire an A-Player every time and our candidates have access to the best opportunities in our industry. We work exclusively with Financial Market Infrastructure businesses in London and across Europe, partnering with the leading CCPs, Exchanges, Inter-dealer Brokers and Trading Infrastructure Providers.

Start date
n.a
Duration
6 month rolling contract
From
Kite Consulting Group Limited
Published at
01.12.2015
Project ID:
1029553
Contract type
Freelance
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